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Securities Credit Derivatives

  • Treasuries-backed repurchase agreement market as an alternative to the use of Libor in around $150 trillion worth of derivatives. I am confident the new reference rate chosen today by the Alternative Reference Rates Committee is based on a deep and actively traded market and will be highly robust, "Federal Reserve Board Governor Jerome Powell said in a...

  • TOKYO, June 19- Japanese government bonds slipped slightly on Monday, taking their cues from firmer equities but not straying far from recent levels. The 10- year cash JGB yield added half a basis point to 0.055 percent, while the September 10- year JGB futures contract finished down 0.01 point at 150.42. Japan's exports surged in May by the fastest in more than two...

  • TOKYO, June 14- Japanese government bond prices were little changed on Wednesday while the yield curve flattened slightly after the Bank of Japan bought long-dated bonds. The yield on the benchmark 10- year JGBs stood flat at 0.060 percent while the price of the 10- year JGB futures were down 0.03 point at 150.36. The Bank of Japan bought a total of 750 billion yen...

  • TOKYO, June 13- Benchmark Japanese government bonds inched lower on Tuesday, though the curve flattened as decent results at a 20- year auction supported the superlong zone. The 10- year cash JGB yield added half a basis point to 0.060 percent, while the September 10- year JGB futures contract shed 0.06 point to finish at 150.39. At the Ministry of Finance's sale of...

  • TOKYO, June 12- Long-dated Japanese government bond prices slipped on Monday on caution ahead of a 20- year government debt auction the following day, while short- to medium-term notes stabilized after their sell-off last week. The benchmark 10- year JGB yield ticked up 1.0 basis point to 0.060 percent, while the September 10- year JGB futures, which look set to...

  • NEW YORK, June 11- Prices on U.S. Treasury futures slipped on Sunday as after-hour trading began in advance of the U.S. Treasury Department's auctions of $24 billion in three-year notes and $20 billion in benchmark 10- year debt on Monday. At 6:16 p.m., 10- year Treasury futures for September delivery were down 3/ 23 in price at 126-10/32.

  • NEW YORK, June 8- A small trading exchange on Thursday filed an antitrust lawsuit accusing Bank of America Corp, Citigroup Inc, JPMorgan Chase& Co and nine other banks of conspiring to shut it out of the $9.9 trillion credit default swap market. Tera Group Inc accused the banks of coordinating a boycott of its seven-year-old TeraExchange platform by refusing both...

  • *Hungarian central bank IRS announcement lifts bond prices. *Bucharest stocks hit highest level since early 2008. BUDAPEST/ PRAGUE, May 24- Hungarian government bonds strengthened on Wednesday after the central bank said that it would offer interest rate swaps which could make bond buying more attractive to commercial banks.

  • TOKYO, May 23- Superlong Japanese government bonds firmed on Tuesday after decent results at a liquidity-boosting auction, while the benchmark JGB was steady. The 10- year cash JGB yield was flat at 0.045 percent, while 10- year JGB futures edged up 0.04 point to finish at 150.59. The 40- year JGB yield fell 1.5 basis points to 1.015 percent, ahead of Thursday's sale...

  • TOKYO, May 12- Japanese government bond prices edged up on Friday as a slide in Tokyo stocks provided the bond market some breathing room after several days of losses. June 10- year JGB futures rose 0.10 point to 150.68, on track to end five straight days of losses. The central bank bought a total of 750 billion yen of JGBs on Friday in medium to long maturities.

  • NEW YORK, April 23- U.S. Treasury debt futures prices fell on Sunday after centrist Emmanuel Macron took the first round of voting in the French presidential election. Macron will face far-right leader Marine Le Pen in a May 7 runoff and opinion polls on Sunday had him easily winning the final clash.

  • U.S. 10- YEAR TREASURY NOTE FUTURES PRICES DOWN 22/ 32 AS TRADING BEGINS FOLLOWING FRENCH PRESIDENTIAL ELECTION RESULTS.

  • ORDERED A TARGETED MILITARY STRIKE AGAINST AN AIRFIELD IN SYRIA.

  • TOKYO, March 27- Japanese government bond prices were steady across the board as investors were reluctant to stake out positions ahead of the looming domestic fiscal year-end. Trading volumes were low with many domestic institutional investors having closed their books ahead of the March 31 fiscal year-end. JGB futures did manage to eke out modest gains...

  • NEW YORK, March 26- U.S. 10- year Treasury note futures prices were higher at the open on Sunday, after President Donald Trump's stunning political setback on Friday when Republican leaders pulled legislation to overhaul the U.S. healthcare system. Treasury futures gained 4/ 32 s in price, indicating that yields would start the week lower when bonds start trading...

  • NEW YORK, March 26- U.S. 10- year Treasury note futures prices were little changed at the open on Sunday, after President Donald Trump's stunning political setback on Friday when Republican leaders pulled legislation to overhaul the U.S. healthcare system.

  • U.S. 10- YEAR TREASURY NOTE FUTURES PRICES FALL. 01 PCT AFTER TRADING REOPENS AFTER HEALTHCARE DEFEAT.

  • TOKYO, March 23- Japanese government bonds were supported on Thursday by the firmness in U.S. bonds and waning expectations that the Bank of Japan could raise its bond yield target later this year. The benchmark 10- year JGB futures rose 0.06 point to 150.48, while the yield on the benchmark 10- year cash JGBs stood flat at 0.055 percent. U.S. bond yields hit a...

  • WASHINGTON, Feb 23- U.S. regulators joined their European counterparts on Thursday and granted some last-minute relief on a swaps rule, after the derivatives industry said it was overwhelmed with record-keeping requirements by the rule coming online next week aimed at driving down risk in the financial system. The country's banking regulators- the Federal...

  • LONDON, Feb 23- Germany is not worried by the strong demand for its short-dated government bonds but would be willing to issue extra debt if it saw signs of a squeeze that made futures contracts difficult to fulfill, a spokeswoman for its debt office said. The European Central Bank's bond-buying program and upcoming regulatory changes have helped drive...